To Install the Intermediate Chain

If the button at the lower left of the Keychain Access window is labeled "Show Keychains" then click the button to show the Keychain list.

Select the System keychain.

Click the padlock icon at the top left to unlock the System keychain. Authenticate as a user with administrative privileges, if prompted.

Select File->Import. Navigate to and select the intermediate certificate that you copied to your server.

Verify that the "GoDaddy Secure Certification Authority" appears in the list.

Close the Keychain Access application.

To Install Your Certificate

Launch the Server Admin tool and connect to the server where you want to install the certificate.

In the Servers pane, select the server on which you want to install the SSL certificate.

Select Certificates from the toolbar at the top of the right pane.

Select the item representing the certificate you have requested. Click the "Gear" button and then select Add Signed or Renewed Certificate from Certificate Authority....

Drag the file containing your server certificate to the blue certificate icon that displays after the previous step.

Note: Make sure to drag the file with your server certificate. Do NOT use the file containing the intermediate certificate.

Click Replace Certificate.

Assign the Certificate to your Services

After installing your certificate as well as the intermediate CA certificate, you can assign this certificate to the desired services (Web, Mail, iChat, Open Directory, etc.). In the appropriate settings pane for the desired service, select the certificate that you have just installed and then click the Save button.